+302.0%
TRV vs CTAS
+687.6%
-385.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.5% | +1.4% |
| 7D | +1.9% | +0.5% | +1.4% | +1.7% |
| 30D | +1.7% | -0.7% | +2.4% | +2.0% |
| 3M | +23.9% | +11.1% | +12.8% | +17.6% |
| 6M | +26.3% | +2.1% | +24.1% | +24.2% |
| YTD | +30.8% | +8.0% | +22.9% | +25.3% |
| 1Y | +36.3% | -0.5% | +36.8% | +35.4% |
| 3Y | +145.0% | +66.2% | +78.8% | +88.6% |
| 5Y | +163.9% | +109.2% | +54.7% | +77.7% |
| All | +302.0% | +687.6% | -385.6% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling